In search of better ways to post my R code, I finally discovered how GIST can help make my R blogging easier. I know I am way behind, and I apologize to my loyal readers for my shortcomings. Here is yesterday’s Magical Russell 2000 code using GIST:
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| #look at distance from the 3 month minimum | |
| #to compare the magical US Russell 2000 | |
| #to the world | |
| require(quantmod) | |
| tkrs <- c("^W2DOW","^RUT") | |
| getSymbols(tkrs,from="1896-01-01",to=Sys.Date()) | |
| #merge the closing values | |
| markets <- na.omit(merge(W2DOW[,4],RUT[,4])) | |
| #this is ugly but it works | |
| altitude <- function(x) x/min(x)-1 | |
| mins <- as.xts(apply(markets[(NROW(markets)-250):NROW(markets),1:2], | |
| MARGIN=2,FUN= | |
| altitude)) | |
| plot.zoo(mins,screens=1, | |
| col=c("cadetblue4","darkolivegreen3"), | |
| lwd=2,ylab="% from 250 day minimum",xlab=NA, | |
| main="Russell 2000 and DJ World ex US | |
| Distance from 250 Day Minimum") | |
| legend("bottom",c("DJ World ex US","Russell 2000"),lty=1,lwd=2, | |
| col=c("cadetblue4","darkolivegreen3"),horiz=TRUE) |
